ImportError: No module named model_selection

Question

I am trying to use train_test_split function and write:

from sklearn.model_selection import train_test_split

and this causes

Answer 1

Adding some info to the previous answer from @linusg :

sklearn keeps a release history of all its changes. Think of checking it from time to time. Here is the link to the documentation.

As you can see in the documentation for the version 0.18, a new module was created called model_selection. Therefore it didn't exist in previous versions.

Update sklearn and it will work !